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Finance Research Letters / Elsevier

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
25
Impact Factor
0.99
5 Years IF
0.84
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 1 0 0 0 0 0.09
1998 0 0.26 0 0 0 0 0 1 0 0 0 0 0.12
1999 0 0.28 0 0 0 0 0 1 0 0 0 0 0.14
2000 0 0.33 0 0 0 0 0 3 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 5 0 0 0 0 0.15
2002 0 0.39 0 0 0 0 0 6 0 0 0 0 0.21
2003 0 0.4 0 0 0 0 0 8 0 0 0 0 0.2
2004 0 0.45 0.19 0 27 27 425 5 13 0 0 0 5 0.19 0.2
2005 0.85 0.46 0.58 0.85 25 52 242 27 43 27 23 27 23 2 7.4 4 0.16 0.22
2006 0.62 0.46 0.55 0.62 28 80 213 43 87 52 32 52 32 6 14 7 0.25 0.21
2007 0.42 0.42 0.5 0.64 29 109 149 54 142 53 22 80 51 3 5.6 1 0.03 0.18
2008 0.33 0.44 0.55 0.59 26 135 150 73 216 57 19 109 64 0 6 0.23 0.21
2009 0.24 0.44 0.65 0.73 26 161 181 104 320 55 13 135 99 2 1.9 4 0.15 0.21
2010 0.38 0.43 0.44 0.4 30 191 113 84 404 52 20 134 53 5 6 4 0.13 0.18
2011 0.38 0.46 0.55 0.44 26 217 161 119 523 56 21 139 61 4 3.4 3 0.12 0.21
2012 0.46 0.47 0.56 0.46 25 242 167 136 659 56 26 137 63 5 3.7 2 0.08 0.19
2013 0.8 0.53 0.72 0.69 23 265 74 190 851 51 41 133 92 8 4.2 4 0.17 0.22
2014 0.65 0.55 0.67 0.65 52 317 158 211 1064 48 31 130 85 21 10 9 0.17 0.22
2015 0.53 0.56 0.62 0.57 95 412 340 254 1318 75 40 156 89 38 15 18 0.19 0.21
2016 0.75 0.58 0.61 0.72 162 574 592 348 1667 147 110 221 160 87 25 36 0.22 0.2
2017 0.89 0.6 0.74 0.8 159 733 366 544 2211 257 230 357 285 108 19.9 57 0.36 0.22
2018 0.99 0.76 0.87 0.84 160 893 234 775 2991 321 318 491 412 115 14.8 85 0.53 0.31
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12004Asymmetric information, bank lending and implicit contracts: the winners curse. (2004). von Thadden, Ernst-Ludwig. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23.

Full description at Econpapers || Download paper

131
22016Bitcoin, gold and the dollar – A GARCH volatility analysis. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:85-92.

Full description at Econpapers || Download paper

112
32016Hedging capabilities of bitcoin. Is it the virtual gold?. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:139-144.

Full description at Econpapers || Download paper

98
42017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. (2017). Roubaud, David ; Molnár, Peter ; Bouri, Elie ; Azzi, Georges ; Hagfors, Lars Ivar ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:192-198.

Full description at Econpapers || Download paper

92
52004On more robust estimation of skewness and kurtosis. (2004). White, Halbert ; Kim, Tae-Hwan. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73.

Full description at Econpapers || Download paper

83
62011Gold and the US dollar: Hedge or haven?. (2011). Joy, Mark. In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:3:p:120-131.

Full description at Econpapers || Download paper

68
72017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95.

Full description at Econpapers || Download paper

60
82009Automatic variance ratio test under conditional heteroskedasticity. (2009). Kim, Jae. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:3:p:179-185.

Full description at Econpapers || Download paper

57
92018Datestamping the Bitcoin and Ethereum bubbles. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:81-88.

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50
102015Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105.

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43
112004Maximizing the expected net future value as an alternative strategy to gamma discounting. (2004). Gollier, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:2:p:85-89.

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42
122012Measuring economic uncertainty and its impact on the stock market. (2012). Dzielinski, Michal . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:167-175.

Full description at Econpapers || Download paper

39
132005A note on sufficient conditions for no arbitrage. (2005). Madan, Dilip B. ; Carr, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:125-130.

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38
142018Bitcoin, gold and the US dollar – A replication and extension. (2018). Kuck, Konstantin ; Dimpfl, Thomas ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:103-110.

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38
152004Limited stock market participation and the equity premium. (2004). Polkovnichenko, Valery. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:24-34.

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35
162006Modeling dynamic conditional correlations in WTI oil forward and futures returns. (2006). McAleer, Michael ; Manera, Matteo ; Lanza, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132.

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35
172005tays as good as cay. (2005). Brennan, Michael ; Xia, Yihong . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:1:p:1-14.

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34
182015Bank insolvency risk and Z-score measures: A refinement. (2015). Strobel, Frank ; Lepetit, Laetitia. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:214-224.

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34
192018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation. (2018). Gözgör, Giray ; Demir, Ender ; Vigne, Samuel A ; Marco, Chi Keung ; Gozgor, Giray . In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:145-149.

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34
202007S&P 500 implied volatility and monetary policy announcements. (2007). Clements, Adam ; chen, en-te. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:227-232.

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31
212016Economic policy uncertainty and stock markets: Long-run evidence from the US. (2016). Roubaud, David ; Rault, Christophe ; AROURI, Mohamed ; Estay, Christophe . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:136-141.

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29
222006The interaction between technical currency trading and exchange rate fluctuations. (2006). Schulmeister, Stephan. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233.

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29
232005The long-run equity risk premium. (2005). Harvey, Campbell ; Graham, John R.. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:185-194.

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29
242012Google Internet search activity and volatility prediction in the market for foreign currency. (2012). Smith, Geoffrey Peter . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:103-110.

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27
252009Time-inconsistency of VaR and time-consistent alternatives. (2009). Stadje, Mitja ; Cheridito, Patrick. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:1:p:40-46.

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26
262011Financial volatility forecasting with range-based autoregressive volatility model. (2011). Hong, Yongmiao ; Li, Hongquan . In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:2:p:69-76.

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25
272007Exploring the components of credit risk in credit default swaps. (2007). Fabozzi, Frank ; Cheng, Xiaolin . In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:1:p:10-18.

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25
282006Explosive bubbles in the cointegrated VAR model. (2006). Engsted, Tom. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:154-162.

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25
292004Reported and secret interventions in the foreign exchange markets. (2004). Beine, Michel ; Lecourt, Christelle. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:4:p:215-225.

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24
302008Time-series predictability in the disaster model. (2008). Gourio, Francois. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:4:p:191-203.

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23
312004The effect of market conditions on capital structure adjustment. (2004). Goyal, Vidhan ; Frank, Murray. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:47-55.

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23
322016Determinants of non-performing loans: Evidence from Euro-area countries. (2016). Tsionas, Mike ; Louri, Helen ; Anastasiou, Dimitrios ; Helen, Louri ; Dimitrios, Anastasiou ; Mike, Tsionas . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:116-119.

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22
332009Extreme return-volume dependence in East-Asian stock markets: A copula approach. (2009). Wirjanto, Tony ; Ning, Cathy. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:4:p:202-209.

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22
342005Another look at the relationship between cross-market correlation and volatility. (2005). Bartram, Söhnke ; Wang, Yaw-Huei. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:2:p:75-88.

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22
352008Positivity constraints on the conditional variances in the family of conditional correlation GARCH models. (2008). Teräsvirta, Timo ; Nakatani, Tomoaki ; Tersvirta, Timo . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:2:p:88-95.

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22
362006On the relation between the market-to-book ratio, growth opportunity, and leverage ratio. (2006). Chen, Long ; Zhao, Xinlei. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:253-266.

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21
372005Portfolio selection with two-stage preferences. (2005). Taboga, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:152-164.

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21
382017On the transaction cost of Bitcoin. (2017). Kim, Thomas . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:300-305.

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21
392016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Majumdar, Anandamayee. In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296.

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21
402005Solving models with external habit. (2005). Wachter, Jessica. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:210-226.

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19
412004Institutional trading and stock returns. (2004). Zheng, Lu ; Cai, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:3:p:178-189.

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19
422007The navigation of an iceberg: The optimal use of hidden orders. (2007). Esser, Angelika ; Monch, Burkart. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:2:p:68-81.

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19
432018Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284.

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18
442008On measuring concentration in banking systems. (2008). Schaeck, Klaus ; Alegria, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:1:p:59-67.

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16
452017Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index. (2017). Luo, Xingguo ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:29-34.

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16
462014Is gold a safe haven against equity market investment in emerging and developing countries?. (2014). Unalmis, Ibrahim ; Gurgun, Gozde . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:4:p:341-348.

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16
472013Leverage vs. feedback: Which Effect drives the oil market?. (2013). Chevallier, Julien ; Aboura, Sofiane. In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:3:p:131-141.

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16
482016Overseas market shocks and VKOSPI dynamics: A Markov-switching approach. (2016). Song, Wonho ; Webb, Robert I ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:275-282.

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16
492016Brexit: (Not) another Lehman moment for banks?. (2016). Schiereck, Dirk ; Kolaric, Sascha ; Kiesel, Florian. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:291-297.

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15
502010Does the weather affect stock market volatility?. (2010). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:4:p:214-223.

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15
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Bitcoin, gold and the dollar – A GARCH volatility analysis. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:85-92.

Full description at Econpapers || Download paper

111
22016Hedging capabilities of bitcoin. Is it the virtual gold?. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:139-144.

Full description at Econpapers || Download paper

96
32017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. (2017). Roubaud, David ; Molnár, Peter ; Bouri, Elie ; Azzi, Georges ; Hagfors, Lars Ivar ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:192-198.

Full description at Econpapers || Download paper

91
42017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95.

Full description at Econpapers || Download paper

60
52018Datestamping the Bitcoin and Ethereum bubbles. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:81-88.

Full description at Econpapers || Download paper

50
62015Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105.

Full description at Econpapers || Download paper

40
72018Bitcoin, gold and the US dollar – A replication and extension. (2018). Kuck, Konstantin ; Dimpfl, Thomas ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:103-110.

Full description at Econpapers || Download paper

38
82018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation. (2018). Gözgör, Giray ; Demir, Ender ; Vigne, Samuel A ; Marco, Chi Keung ; Gozgor, Giray . In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:145-149.

Full description at Econpapers || Download paper

34
92011Gold and the US dollar: Hedge or haven?. (2011). Joy, Mark. In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:3:p:120-131.

Full description at Econpapers || Download paper

29
102016Economic policy uncertainty and stock markets: Long-run evidence from the US. (2016). Roubaud, David ; Rault, Christophe ; AROURI, Mohamed ; Estay, Christophe . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:136-141.

Full description at Econpapers || Download paper

28
112015Bank insolvency risk and Z-score measures: A refinement. (2015). Strobel, Frank ; Lepetit, Laetitia. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:214-224.

Full description at Econpapers || Download paper

24
122016Determinants of non-performing loans: Evidence from Euro-area countries. (2016). Tsionas, Mike ; Louri, Helen ; Anastasiou, Dimitrios ; Helen, Louri ; Dimitrios, Anastasiou ; Mike, Tsionas . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:116-119.

Full description at Econpapers || Download paper

21
132017On the transaction cost of Bitcoin. (2017). Kim, Thomas . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:300-305.

Full description at Econpapers || Download paper

21
142004Asymmetric information, bank lending and implicit contracts: the winners curse. (2004). von Thadden, Ernst-Ludwig. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23.

Full description at Econpapers || Download paper

21
152009Automatic variance ratio test under conditional heteroskedasticity. (2009). Kim, Jae. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:3:p:179-185.

Full description at Econpapers || Download paper

19
162016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Majumdar, Anandamayee. In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296.

Full description at Econpapers || Download paper

19
172012Measuring economic uncertainty and its impact on the stock market. (2012). Dzielinski, Michal . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:167-175.

Full description at Econpapers || Download paper

18
182018Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284.

Full description at Econpapers || Download paper

18
192017Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index. (2017). Luo, Xingguo ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:29-34.

Full description at Econpapers || Download paper

16
202016Brexit: (Not) another Lehman moment for banks?. (2016). Schiereck, Dirk ; Kolaric, Sascha ; Kiesel, Florian. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:291-297.

Full description at Econpapers || Download paper

15
212018Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets. (2018). Al-Yahyaee, Khamis Hamed ; Yoon, Seong-Min ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:228-234.

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15
222018Financial inclusion and stability in MENA: Evidence from poverty and inequality. (2018). Neaime, Simon ; Gaysset, Isabelle. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:230-237.

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15
232012Google Internet search activity and volatility prediction in the market for foreign currency. (2012). Smith, Geoffrey Peter . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:103-110.

Full description at Econpapers || Download paper

15
242007S&P 500 implied volatility and monetary policy announcements. (2007). Clements, Adam ; chen, en-te. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:227-232.

Full description at Econpapers || Download paper

14
252016Overseas market shocks and VKOSPI dynamics: A Markov-switching approach. (2016). Song, Wonho ; Webb, Robert I ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:275-282.

Full description at Econpapers || Download paper

14
262004On more robust estimation of skewness and kurtosis. (2004). White, Halbert ; Kim, Tae-Hwan. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73.

Full description at Econpapers || Download paper

14
272017Stock market contagion during the global financial crisis: A multiscale approach. (2017). Wang, Gang-Jin ; Stanley, Eugene H ; Lin, Min ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:163-168.

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14
282016Almost stochastic dominance for risk averters and risk seeker. (2016). Wong, Wing-Keung ; Guo, Xu ; Zhu, Lixing. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:15-21.

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14
292016Who are the net senders and recipients of volatility spillovers in China’s financial markets?. (2016). Wang, Gang-Jin ; Stanley, Eugene H ; Jiang, Zhi-Qiang ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:255-262.

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13
302012Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data. (2012). Rieger, Marc Oliver ; Wang, Mei. In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:63-72.

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12
312018Bayesian change point analysis of Bitcoin returns. (2018). Thies, Sven ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:223-227.

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12
322016How do Chinas oil markets affect other commodity markets both domestically and internationally?. (2016). Ji, Qiang ; Fan, Ying. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:247-254.

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11
332019The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies. (2019). Sensoy, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:68-73.

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342016Real oil prices and the international sign predictability of stock returns. (2016). Pönkä, Harri ; Ponka, Harri . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:79-87.

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352015Effects of macroeconomic uncertainty on the stock and bond markets. (2015). Christiansen, Charlotte ; Asgharian, Hossein ; Hou, Ai Jun . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:10-16.

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362016The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry. (2016). Apergis, Emmanuel. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:186-192.

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372016Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators. (2016). Lau, Chi Keung ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:158-166.

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382005A note on sufficient conditions for no arbitrage. (2005). Madan, Dilip B. ; Carr, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:125-130.

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392017Brexit: Short-term stock price effects and the impact of firm-level internationalization. (2017). Oehler, Andreas ; Wendt, Stefan ; Horn, Matthias. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:175-181.

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402009Time-inconsistency of VaR and time-consistent alternatives. (2009). Stadje, Mitja ; Cheridito, Patrick. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:1:p:40-46.

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9
412016Are stock markets efficient in the face of fear? Evidence from the terrorist attacks in Paris and Brussels. (2016). Schiereck, Dirk ; Kolaric, Sascha . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:306-310.

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422017Bank screening technologies and the founder effect: Evidence from European lending relationships. (2017). Peruzzi, Valentina ; Cucculelli, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:229-237.

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9
432017Oil price shocks and stock returns of oil and gas corporations. (2017). Pérez de Gracia, Fernando ; Diaz, Elena Maria . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:75-80.

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442014Investing in gold: Individual asset risk in the long run. (2014). Michis, Antonis. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:4:p:369-374.

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452018Some improved sparse and stable portfolio optimization problems. (2018). Dai, Zhifeng ; Wen, Fenghua. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:46-52.

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462017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Assaf, Ata ; Jammazi, Rania. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:23-30.

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472015Cointegration of the prices of gold and silver: RALS-based evidence. (2015). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:133-137.

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482016Quantile behaviour of cointegration between silver and gold prices. (2016). Peng, Cheng ; Zhu, Huiming ; You, Wanhai. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:119-125.

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492011Financial volatility forecasting with range-based autoregressive volatility model. (2011). Hong, Yongmiao ; Li, Hongquan . In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:2:p:69-76.

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502016Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis. (2016). Lau, Chi Keung ; Yarovaya, Larisa ; Marco, Chi Keung ; Hkiri, Besma ; Aloui, Chaker. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:54-59.

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Citing documents used to compute impact factor: 318
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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
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2018Can Bitcoin Replace Gold in an Investment Portfolio?. (2018). Henriques, Irene ; Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:48-:d:163664.

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2018The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:658-670.

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2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation. (2018). Gözgör, Giray ; Demir, Ender ; Vigne, Samuel A ; Marco, Chi Keung ; Gozgor, Giray . In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:145-149.

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2018Informed trading in the Bitcoin market. (2018). Feng, Wenjun ; Zhang, Zhengjun ; Wang, Yiming. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:63-70.

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2018Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets. (2018). Al-Yahyaee, Khamis Hamed ; Yoon, Seong-Min ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:228-234.

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2018Semi-strong efficiency of Bitcoin. (2018). Ibáñez, Ana ; Ibaez, Ana ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:259-265.

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2018How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?. (2018). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: MPRA Paper. RePEc:pra:mprapa:91253.

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2018The maple bubble: A history of migration among Canadian provinces. (2018). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Journal of Housing Economics. RePEc:eee:jhouse:v:41:y:2018:i:c:p:57-71.

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2018Testing for bubbles in stock markets with irregular dividend distribution. (2018). Caspi, Itamar ; Graham, Meital. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:89-94.

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2018A note on the implied volatility spillovers between gold and silver markets. (2018). Dutta, Anupam. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:192-195.

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2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities. (2018). Roubaud, David ; Ji, Qiang ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:1-12.

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2018Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis. (2018). Shen, Dehua ; Zhang, Wei ; Li, Xiao. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:127-133.

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2018Do Chinese internet stock message boards convey firm-specific information?. (2018). Shen, Dehua ; Zhang, Wei ; Li, Xiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:1-14.

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2018Investor attention and performance of IPO firms: Evidence from online searches. (2018). Shen, Dehua ; Xiong, Xiong ; Zhao, Ruwei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:342-348.

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2018The Single Supervisory Mechanism: competitive implications for the banking sectors in the euro area. (2018). Bikker, Jacob ; Okolelova, Iryna. In: DNB Working Papers. RePEc:dnb:dnbwpp:621.

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2018Income distribution in troubled times: Disadvantage and dispersion dynamics in Europe 2005–2013. (2018). Bowden, Roger J ; Ullmann, Daniel ; Posch, Peter N. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:36-40.

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2018Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis. (2018). Miller, Stephen ; GUPTA, RANGAN ; Bittencourt, Manoel ; Chang, Shinhye. In: Working Papers. RePEc:pre:wpaper:201803.

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2018Inter- and intra-regional analysis on spillover effects across international stock markets. (2018). Marco, Chi Keung ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:420-429.

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2018Modeling extreme risks in commodities and commodity currencies. (2018). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:108-120.

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2018Does the time horizon of the return predictive effect of investor sentiment vary with stock characteristics? A Granger causality analysis in the frequency domain. (2018). Zhou, Zhongbao ; Jiang, Yong. In: Papers. RePEc:arx:papers:1803.02962.

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2018Facebook drives behavior of passive households in stock markets. (2018). Siikanen, Milla ; Hussain, Abid ; Mukkamala, Raghava ; Vatrapu, Ravi ; Kanniainen, Juho ; Baltakys, Kstutis. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:208-213.

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2018A global network topology of stock markets: Transmitters and receivers of spillover effects. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Zakaria, Muhammad ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Hernandez, Jose Areola. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:492:y:2018:i:c:p:2136-2153.

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2018Extreme dependence and risk spillovers between oil and Islamic stock markets. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis H ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:42-63.

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2018How do anticorruption measures affect executive incentive?. (2018). Tian, NI ; Zhang, Zongyi. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:179-185.

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2018Anti-corruption effects on the credit risk of local financing vehicles and the pricing of Chengtou bonds: Evidence from a quasi-natural experiment in China. (2018). Qian, Ningyu. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:162-168.

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2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin. (2018). Roubaud, David ; Bouri, Elie ; Elie, Bouri ; Al-Khazali, Osamah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00024.

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2018Spillovers between Bitcoin and other Assets during Bear and Bull Markets. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Das, Mahamitra. In: Working Papers. RePEc:pre:wpaper:201812.

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2018Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34.

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2018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:12.

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2018Momentum and contrarian effects on the cryptocurrency market. (2018). Sakowski, Pawel ; Ślepaczuk, Robert. In: Working Papers. RePEc:war:wpaper:2018-09.

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2018Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Fang, Libing. In: Working Papers. RePEc:pre:wpaper:201858.

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2018Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:89445.

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2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801.

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2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles. (2018). Wang, Shixuan ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:297-307.

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2018Efficiency or speculation? A dynamic analysis of the Bitcoin market. (2018). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00395.

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2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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2018How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets. (2018). Dyhrberg, Anne H ; Svec, Jiri ; Foley, Sean. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:140-143.

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2018Bayesian change point analysis of Bitcoin returns. (2018). Thies, Sven ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:223-227.

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2018The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach. (2018). Gupta, Suman ; Tiwari, Aviral Kumar ; Hasim, Haslifah ; Das, Debojyoti. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:91-98.

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2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach. (2018). Ji, Qiang ; Roubaud, David ; Gupta, Rangan ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:203-213.

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2018Some stylized facts of the cryptocurrency market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:55:p:5950-5965.

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2018Modelling time varying volatility spillovers and conditional correlations across commodity metal futures. (2018). Karanasos, Menelaos ; Nath, Rajat ; Margaronis, Zannis ; Ali, Faek Menla. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:246-256.

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2018Modeling and forecasting commodity market volatility with long-term economic and financial variables. (2018). Walther, Thomas ; Nguyen, Duc Khuong. In: MPRA Paper. RePEc:pra:mprapa:84464.

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2018International capital flows at the security level – evidence from the ECB’s asset purchase programme. (2018). Luitel, Prabesh ; Vanpee, Rosanne ; Van Pee, Rosanne . In: ECMI Papers. RePEc:eps:ecmiwp:13956.

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2018Directional predictability of implied volatility: From crude oil to developed and emerging stock markets. (2018). Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David ; Lien, Donald. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:65-79.

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2018Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility. (2018). Tiwari, Aviral ; Ji, Qiang ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:201860.

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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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2018Cognitive reference points, institutional investors bid prices, and IPO pricing: Evidence from IPO auctions in China. (2018). Gao, Shenghao ; Chan, Kam C ; Meng, Qingbin. In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:124-140.

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2018Initial public offerings in China: Underpricing, statistics and developing literature. (2018). Azevedo, Alcino ; Leng, Jingsi ; Guney, Yilmaz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:387-398.

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2018Size matters everywhere: Decomposing the small country and small industry premia. (2018). Umutlu, Mehmet ; Zaremba, Adam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:1-18.

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2018Paper profits or real money? Trading costs and stock market anomalies in country ETFs. (2018). Zaremba, Adam ; Andreu, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:181-192.

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2018The influence of terrorism risk on stock market integration: Evidence from eight OECD countries. (2018). Narayan, Seema ; LE, Thai-Ha ; Sriananthakumar, S ; Le, T.-H., . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:247-259.

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2018Speculative Activity and Returns to Volatility of Chinese Major Agricultural Commodity Futures. (2018). Siklos, Pierre ; Martin, Pierre Siklos. In: LCERPA Working Papers. RePEc:wlu:lcerpa:0111.

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2018Speculative activity and returns volatility of Chinese agricultural commodity futures. (2018). Siklos, Pierre ; Wellenreuther, Claudia ; Bohl, Martin T. In: Journal of Asian Economics. RePEc:eee:asieco:v:54:y:2018:i:c:p:69-91.

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2018Effects of investor attention on commodity futures markets. (2018). Kou, YI ; Wang, Xiaolin ; Zhao, Feng ; Ye, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:190-195.

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2018Spatial analysis of sovereign risks: The case of emerging markets. (2018). Kila, Gul Huyuguzel ; Onder, Ozlem A. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:47-55.

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2018The Triple Trigger? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default. (2018). Lyons, Ronan ; Linn, Andrew ; Lynn, Andrew . In: Trinity Economics Papers. RePEc:tcd:tcduee:tep0718.

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2018Risk transmitters and receivers in global currency markets. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:1-9.

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2018Do spillover effects between crude oil and natural gas markets disappear? Evidence from option markets. (2018). Zhu, Fangfei ; Luo, Xingguo ; Jin, Xuejun. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:25-33.

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2018Risk spillover of international crude oil to Chinas firms: Evidence from granger causality across quantile. (2018). Peng, Cheng ; Chen, Xiuyun ; Guo, Yawei ; Zhu, Huiming. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:188-199.

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2018Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. (2018). Xiao, Jihong ; Wen, Fenghua ; Zhou, Min. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:777-786.

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2018Oil market volatility and stock market volatility. (2018). Molnár, Peter ; Molnar, Peter ; Bata, Milan. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:204-214.

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2018Oil prices implied volatility or direction: Which matters more to financial markets?. (2018). Dupoyet, Brice V ; Shank, Corey A. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0314-7.

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2018Do oil shocks predict economic policy uncertainty?. (2018). Ur, Mobeen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:498:y:2018:i:c:p:123-136.

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2018A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:199-218.

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2018Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

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2018Oil price shocks and stock market returns of the GCC countries: empirical evidence from quantile regression analysis. (2018). Nusair, Salah ; Al-Khasawneh, Jamal A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:4:d:10.1007_s10644-017-9207-4.

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2018Bank lending technologies and credit availability in Europe. What can we learn from the crisis?. (2018). Peruzzi, Valentina ; Murro, Pierluigi ; Ferri, Giovanni ; Rotondi, Zeno. In: CERBE Working Papers. RePEc:lsa:wpaper:wpc17.

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2018Credit Rationing and the Relationship Between Family Businesses and Banks in Italy. (2018). Murro, Pierluigi ; Ferri, Giovanni ; Pini, Marco. In: CERBE Working Papers. RePEc:lsa:wpaper:wpc24.

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2018Family ownership and risk taking. (2018). Lee, Eun Jung ; Kyung, YU ; Chae, Joon. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:69-75.

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2018Family CEO and information disclosure: Evidence from China. (2018). Xu, Jingjing ; Zhang, Yan . In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:169-176.

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2018Does bank regulation matter on the relationship between competition and financial stability? Evidence from Southeast Asian countries. (2018). Chan, Sok-Gee ; Isa, Che Ruhana ; Gee, Chan Sok ; Hanifa, Abu . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:144-161.

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2018A Numerical Method for Pricing Discrete Double Barrier Option by Lagrange Interpolation on Jacobi Node. (2018). Milev, Mariyan ; Sobhani, Amirhossein. In: Papers. RePEc:arx:papers:1712.01060.

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2018The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs. (2018). Österholm, Pär ; Osterholm, Par. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:186-192.

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2018Quantitative Easing and the ‘New Normal’ in Monetary Policy. (2018). Kiley, Michael. In: Manchester School. RePEc:bla:manchs:v:86:y:2018:i:s1:p:21-49.

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2018Do multiple credit ratings affect syndicated loan spreads?. (2018). Gallo, Raffaele ; Drago, Danilo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:1-16.

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2018Market Anomalies and Effect on Returns. (2018). Sawitri, N N ; Astuty, P. In: European Research Studies Journal. RePEc:ers:journl:v:xxi:y:2018:i:2:p:630-649.

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2018The effect of prudence on the optimal allocation in possibilistic and mixed models. (2018). Georgescu, Irina. In: Papers. RePEc:arx:papers:1805.12066.

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2018A two-stage study of momentum investing in Asia: A case of cognitive dissonance?. (2018). Pirie, Scott ; To, Ronald King. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:340-349.

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2018Understanding the outperformance of the minimum variance portfolio. (2018). Patel, Pratish ; Bednarek, Ziemowit. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:175-178.

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2018Some improved sparse and stable portfolio optimization problems. (2018). Dai, Zhifeng ; Wen, Fenghua. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:46-52.

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2018Socially Responsible Investments and their Anticyclical Attitude during Financial Turmoil Evidence from the Brexit shock. (2018). Chiappini, Helen ; Vento, Gianfranco A. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:8:y:2018:i:1:f:8_1_4.

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2018Are UK industries resilient in dealing with uncertainty? The case of Brexit. (2018). Selmi, Refk ; bouoiyour, jamal. In: Post-Print. RePEc:hal:journl:hal-01736632.

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2018When your regulator becomes your new neighbor: Bank regulation and the relocation of EBA and EMA. (2018). Berninger, Marc ; Schiereck, Dirk ; Kiesel, Florian. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:108-111.

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2018CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk. In: DNB Working Papers. RePEc:dnb:dnbwpp:592.

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2018The heterogeneous impact of Brexit: Early indications from the FTSE. (2018). Davies, Ronald ; Studnicka, Zuzanna. In: European Economic Review. RePEc:eee:eecrev:v:110:y:2018:i:c:p:1-17.

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2018Impact of the Brexit vote announcement on long-run market performance. (2018). Willinger, Marc ; Sentis, Patrick ; Bousselmi, Wael. In: Working Papers. RePEc:hal:wpaper:hal-01954920.

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2018Impact of the Brexit vote announcement on long-run market performance. (2018). Willinger, Marc ; Sentis, Patrick ; Bousselmi, Wael. In: CEE-M Working Papers. RePEc:hal:wpceem:hal-01954920.

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2018Hedge ratio on Markov regime-switching diagonal Bekk–Garch model. (2018). Zhipeng, Yan ; Shenghong, LI. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:49-55.

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2018Macroeconomic Structural Changes in a Leading Emerging Market: The Effects of the Asian Financial Crisis. (2018). Chun, Dohyun ; Ryu, Doojin ; Cho, Hoon. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:2:p:22-42.

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2018Dynamic conditional relationships between developed and emerging markets. (2018). Song, Wonho ; Park, Sung Y. ; Ryu, Doojin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:534-543.

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2018Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach. (2018). Ryu, Doojin ; Lee, Geul. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201868.

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2018The Financialization of Commodity Markets: A Short-lived Phenomenon?. (2018). Jegourel, Yves. In: Books & Reports. RePEc:ocp:dbbook:9-789954-971789.

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2018A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. (2018). Pavlova, Ivelina ; Parhizgari, Ali M ; de Boyrie, Maria E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22.

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2018Estimating the impact of Chinas export policy on tin prices: a mode decomposition counterfactual analysis method. (2018). Zhu, Yongguang ; Ali, Saleem Hassan ; Cheng, Jinhua ; Xu, Deyi. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:250-264.

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2018Do firms with state ownership in transitional economies take more risk? Evidence from Vietnam. (2018). Vo, Xuan Vinh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:251-256.

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2018Proposal on ELBE and LGD in-default: tackling capital requirements after the financial crisis. (2018). Fernandez-Aguado, Pilar Gomez ; Urea, Antonio Partal ; Gonzalez, Marta Ramos. In: Working Paper Series. RePEc:ecb:ecbwps:20182165.

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2018Systematic Effects among Loss Given Defaults and their Implications on Downturn Estimation. (2018). Betz, Jennifer ; Rosch, Daniel ; Kellner, Ralf . In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:3:p:1113-1144.

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2018Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515.

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2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

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2018Volatility spillovers across global asset classes: Evidence from time and frequency domains. (2018). Tiwari, Aviral Kumar ; Wohar, Mark E ; Gupta, Rangan ; Cunado, Juncal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:194-202.

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2018New Insights into the US Stock Market Reactions to Energy Price Shocks. (2018). Shahbaz, Muhammad ; miloudi, anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: MPRA Paper. RePEc:pra:mprapa:84778.

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2018New insights into the US stock market reactions to energy price shocks. (2018). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:169-187.

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2018Information measure for financial time series: Quantifying short-term market heterogeneity. (2018). Ponta, Linda ; Carbone, Anna. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:132-144.

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2018Option pricing in a regime switching stochastic volatility model. (2018). Biswas, Arunangshu ; Overbeck, Ludger ; Goswami, Anindya. In: Statistics & Probability Letters. RePEc:eee:stapro:v:138:y:2018:i:c:p:116-126.

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2018Testing of Binary Regime Switching Models using Squeeze Duration Analysis. (2018). Goswami, Anindya ; Das, Milan Kumar. In: Papers. RePEc:arx:papers:1807.04393.

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2018Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries. (2018). Araki, Michael E ; Antonio, ; Klotzle, Marcelo Cabus. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00310.

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2018Revisiting the investor sentiment–stock returns relationship: A multi-scale perspective using wavelets. (2018). Lao, Jiashun ; Jiang, Yonghong ; Nie, HE. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:420-427.

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2018The impact of financial transaction taxes on stock markets: Short-run effects, long-run effects, and migration. (2018). Noth, Felix ; Lau, Mona ; Eichfelder, Sebastian. In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:228.

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2018Geopolitical risks and stock market dynamics of the BRICS. (2018). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bonato, Matteo. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:295-306.

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2018The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach. (2018). Wohar, Mark ; Muteba Mwamba, John Weirstrasd ; GUPTA, RANGAN. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:131-136.

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2018Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150.

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2018Flash crash and policy uncertainty. (2018). I-Chun Tsai, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:248-260.

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2018Forex trading and the WMR Fix. (2018). Martin, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:233-247.

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2018Adaptive market hypothesis and evolving predictability of bitcoin. (2018). Khuntia, Sashikanta ; Pattanayak, J K. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:26-28.

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2018Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries. (2018). Yang, Lu ; Hamori, Shigeyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:19-34.

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2018Leverage and evolving heterogeneous beliefs in a simple agent-based financial market. (2018). Gaffeo, Edoardo. In: DEM Working Papers. RePEc:trn:utwprg:2018/03.

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2018Avoiding regret in an agent-based asset pricing model. (2018). Pruna, Radu T ; Jennings, Nicholas R ; Polukarov, Maria. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:273-277.

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2018.

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2018Approaching non-performing loans from a macroprudential angle. (2018). Suarez, Javier ; Sánchez Serrano, Antonio. In: Report of the Advisory Scientific Committee. RePEc:srk:srkasc:20187.

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2018Credit risk in European banks: The bright side of the internal ratings based approach. (2018). Cucinelli, Doriana ; Nieri, Laura ; marchese, malvina ; di Battista, Maria Luisa . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:213-229.

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2018Debt holder monitoring and implicit guarantees: Did the BRRD improve market discipline?. (2018). Cutura, Jannic Alexander. In: SAFE Working Paper Series. RePEc:zbw:safewp:232.

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2018Does Banking Management Affect Credit Risk? Evidence from the Indian Banking System. (2018). Koju, Laxmi ; Wang, Shouyang. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:67-:d:159514.

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2018Liquidity-threshold effect in non-performing loans. (2018). POP, Ionu Daniel ; Anghel, Dan Gabriel ; Cepoi, Cosmin Octavian . In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:124-128.

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2018Political Institutions and Macroeconomic Factors as Determinants of Credit Risk in South Africa. (2018). Tewari, D D ; Zhou, S. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:10:y:2018:i:6:p:211-221.

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2018The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China. (2018). Yin, Libo ; Su, Zhi ; Shu, Tengjia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:497:y:2018:i:c:p:218-235.

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2018Inflation targeting and income velocity in developing economies: Some international evidence. (2018). Kakinaka, Makoto ; Soe, Than Than. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:44-61.

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2018Inflation targeting and exchange market pressure in developing economies: Some international evidence. (2018). Kakinaka, Makoto ; Soe, Than Than. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:263-272.

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2018Do terrorist attacks harm financial markets? A meta-analysis of event studies and the determinants of adverse impact. (2018). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:227-247.

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2018Contemporary Drivers of Global Tourism: Evidence from Terrorism and Peace Factors. (2018). Asongu, Simplice ; Acha-Anyi, Paul N ; Biekpe, Nicholas ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/046.

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2018Contemporary Drivers of Global Tourism: Evidence from Terrorism and Peace Factors. (2018). Asongu, Simplice ; Acha-Anyi, Paul N ; Biekpe, Nicholas ; Nnanna, Joseph. In: AFEA Working Papers. RePEc:afe:wpaper:18/039.

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2018Public attention to “Islamic terrorism” and stock market returns. (2018). el Ouadghiri, Imane ; Peillex, Jonathan. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:4:p:936-946.

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2018The Long-run Effect of Geopolitical Risks on Insurance Premiums. (2018). Shahbaz, Muhammad ; Olasehinde-Williams, Godwin ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-44.pdf.

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2018Contemporary Drivers of Global Tourism: Evidence from Terrorism and Peace Factors. (2018). Asongu, Simplice ; Acha-Anyi, Paul N ; Biekpe, Nicholas ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/046.

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2018Is socially responsible investing (SRI) in stocks a competitive capital investment? A comparative analysis based on the performance of sustainable stocks. (2018). , Jonas ; Blankenberg, Ann-Kathrin. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:349.

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2018A new GARCH model with higher moments for stock return predictability. (2018). Narayan, Paresh Kumar ; Liu, Ruipeng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:93-103.

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2018Profitability of technology-investing Islamic and non-Islamic stock markets. (2018). Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:70-81.

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2018Short selling and the rounding of analysts’ forecasts. (2018). Mi, Hae. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:47-54.

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2018Financial Stability as a Public Policy Goal to Increase Local Economic Development: an Empirical Investigation from Italian Labour Market Areas. (2018). Zotti, Roberto ; Barra, Cristian. In: CELPE Discussion Papers. RePEc:sal:celpdp:0154.

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2018Profitability drivers for Indian banks: a dynamic panel data analysis. (2018). Bapat, Dhananjay . In: Eurasian Business Review. RePEc:spr:eurasi:v:8:y:2018:i:4:d:10.1007_s40821-017-0096-2.

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2018Multilevel empirics for small banks in local markets. (2018). Bonanno, Graziella ; Aiello, Francesco. In: Papers in Regional Science. RePEc:bla:presci:v:97:y:2018:i:4:p:1017-1037.

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2018Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?. (2018). Aristeidis, Samitas ; Elias, Kampouris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:263-286.

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2018Non-linear dependencies in African stock markets: Was subprime crisis an important factor?. (2018). Ferreira, Paulo ; Correia, Jose ; Dionisio, Andreia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:680-687.

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2018The Financial Accelerator in Europe after the Financial Crisis. (2018). Bakova, Klara. In: European Journal of Business Science and Technology. RePEc:men:journl:v:4:y:2018:i:2:p:143-155.

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2018The Lead–Lag Relationship between Oil Futures and Spot Prices—A Literature Review. (2018). Zavadska, Miroslava ; Coughlan, Joseph ; Morales, Lucia. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:4:p:89-:d:179491.

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2018Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets. (2018). Long, Huaigang ; Zhu, Yanjian ; Jiang, Yuexiang. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:129-136.

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2018Volatility smiles when information is lagged in prices. (2018). Marcato, Gianluca ; Campani, Carlos Heitor ; Sebehela, Tumellano . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:151-165.

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2018The gruesome murder of Jamal Khashoggi : Saudi Arabias new economy dream at risk ?. (2018). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1812.11336.

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2018The gruesome murder of Jamal Khashoggi : Saudi Arabias new economy dream at risk ?. (2018). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01965085.

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2018Are UK industries resilient in dealing with uncertainty? The case of Brexit. (2018). bouoiyour, jamal. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:15:y:2018:i:2:p:277-292.

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2018The financial performance of the health care industry: a global, regional and industry specific empirical investigation. (2018). Dorfleitner, Gregor ; Rossle, Felix . In: The European Journal of Health Economics. RePEc:spr:eujhec:v:19:y:2018:i:4:d:10.1007_s10198-017-0904-8.

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2018FISCAL RULES AND GOVERNMENT BORROWING COSTS: INTERNATIONAL EVIDENCE. (2018). Vasilakis, Chrysovalantis ; Thornton, John. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:446-459.

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2018An application of extreme value theory to cryptocurrencies. (2018). Gkillas (Gillas), Konstantinos ; Katsiampa, Paraskevi. In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:109-111.

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2018Financial market activity under capital controls: Lessons from extreme events. (2018). Gkillas (Gillas), Konstantinos ; Longin, Franois . In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:10-13.

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2018African stock markets integration: an analysis of the relationship between major stock markets in Africa. (2018). Anyikwa, Izunna ; le Roux, Pierre ; Leroux, Pierre ; Brookes, Micheal. In: Working Papers. RePEc:mnd:wpaper:1812.

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2018A note on Guo and Xiaos (2016) results on monotonic functions of the Sharpe ratio. (2018). Auer, Benjamin R. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:289-290.

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2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1707.07618.

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2018CryptoRuble: From Russia with Love. (2018). Liew, Jim Kyung-Soo ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1801.05760.

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2018On the determinants of bitcoin returns: a LASSO approach. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-14.

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2018Are cryptocurrencies connected to forex? A quantile cross-spectral approach. (2018). Baumohl, Eduard. In: EconStor Preprints. RePEc:zbw:esprep:174884.

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2018How can Bitcoin Price Fluctuations be Explained?. (2018). Kjarland, Frode ; Oyen, Vilde ; Oust, Are ; Meland, Maria. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-38.

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2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:507-519.

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2018What Drives Bitcoin Volatility?. (2018). Krygier, Dominika ; Byström, Hans ; Bystrom, Hans. In: Working Papers. RePEc:hhs:lunewp:2018_024.

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2018The effects of markets, uncertainty and search intensity on bitcoin returns. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-39.

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2018The Price of BitCoin: GARCH Evidence from High Frequency Data. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2018_14.

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2018Optimal vs naïve diversification in cryptocurrencies. (2018). Platanakis, Emmanouil ; Urquhart, Andrew ; Sutcliffe, Charles. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:93-96.

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2018Volatility and return jumps in bitcoin. (2018). Laurini, Márcio ; Chaim, Pedro. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:158-163.

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2018Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach. (2018). Dash, Saumya Ranjan ; Maitra, Debasish. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:32-39.

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2018On the determinants of bitcoin returns: A LASSO approach. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:235-240.

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2018The Price of BitCoin: GARCH Evidence from High Frequency Data. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1812.09452.

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2018Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries. (2018). Li, Jianxuan ; Cao, Guangxi ; Shi, Yingying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:1140-1151.

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2018Female directors and CEO power. (2018). Usman, Muhammad ; Dong, Nanyan ; Majid, Muhammad Abdul ; Farooq, Muhammad Umar ; Zhang, Junrui. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:44-47.

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2018Does Firm Performance Influence Corporate Social Responsibility Reporting of Chinese Listed Companies?. (2018). Sial, Muhammad Safdar ; Usman, Muhammad ; Khan, Tehmina ; Khuong, Nguyen Vinh ; Zheng, Chunmei. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2217-:d:155014.

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2018Does Increased Representation of Female Executives Improve Corporate Environmental Investment? Evidence from China. (2018). Jiang, Xinfeng ; Akbar, Ahsan . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4750-:d:190159.

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2018Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero. (2018). Sovbetov, Yhlas. In: MPRA Paper. RePEc:pra:mprapa:85036.

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2018Scaling properties of extreme price fluctuations in Bitcoin markets. (2018). Podobnik, Boris ; Stanley, Eugene H ; Kostanjvcar, Zvonko ; Beguvsi, Stjepan. In: Papers. RePEc:arx:papers:1803.08405.

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2018Is the Bitcoin Rush Over?. (2018). Guegan, Dominique ; Frunza, Marius Cristian. In: Working Papers. RePEc:ven:wpaper:2018:10.

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2018Long Memory Interdependency and Inefficiency in Bitcoin Markets. (2018). Parhi, Mamata ; Mishra, Tapas ; Cheah, Jeremy Eng Tuck ; Zhang, Zhuang. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:18-25.

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2018Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test. (2018). Su, Chi-Wei ; Si, Deng-Kui ; Tao, Ran ; Li, Zheng-Zheng. In: Japan and the World Economy. RePEc:eee:japwor:v:46:y:2018:i:c:p:56-63.

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2018Is the Bitcoin Rush Over?. (2018). Frunza, Marius ; Guegan, Dominique. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01822992.

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2018Is the Bitcoin Rush Over?. (2018). Frunza, Marius Cristian ; Guegan, Dominique. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:18014.

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2018Testing for time-varying stochastic volatility in Bitcoin returns. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0060.

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2018Scaling properties of extreme price fluctuations in Bitcoin markets. (2018). Begui, Stjepan ; Podobnik, Boris ; Stanley, Eugene H ; Kostanjar, Zvonko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:400-406.

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2018The Foreign Exchange Market With the Cryptocurrency and Kimchi Premium. (2018). Oh, Jeonghun. In: 22nd ITS Biennial Conference, Seoul 2018. Beyond the boundaries: Challenges for business, policy and society. RePEc:zbw:itsb18:190386.

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2018Taylor effect in Bitcoin time series. (2018). Takaishi, Tetsuya ; Adachi, Takanori. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:5-7.

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2018A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization. (2018). Mba, Jules Clement ; Koumba, UR ; Pindza, Edson . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0320-9.

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2018Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8.

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2018Why Did EU Banks Change Their Business Models in Last Years and What Was the Impact of Net Fee and Commission Income on Their Performance?. (2018). Vozkova, Karolina. In: Working Papers IES. RePEc:fau:wpaper:wp2018_04.

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2018Toward a More Resilient Financial System: Should Banks Be Diversified?. (2018). Baselga-Pascual, Laura ; Trujillo-Ponce, Antonio ; del Orden-Olasagasti, Olga. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1903-:d:151129.

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2018Sovereign credit rating determinants under financial crises. (2018). , Joo ; Jose , ; Manuel, . In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:1-13.

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2018Can financial development enhance transparency?. (2018). Dutta, Nabamita ; Mukherjee, Deepraj. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:4:d:10.1007_s10644-017-9205-6.

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2018Bank lending, deposits and risk-taking in times of crisis: A panel analysis of Islamic and conventional banks. (2018). Rizvi, Syed Aun R. ; Ibrahim, Mansor. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:31-47.

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2018What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2018). Śmiech, Sławomir ; Dąbrowski, Marek ; Fijorek, Kamil ; Dbrowski, Marek A ; Papie, Monika. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201855.

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2018International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries. (2018). Vo, Xuan Vinh ; Ellis, Craig . In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:19-27.

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2018Quantitative easing and preferred habitat investors in the euro area bond market. (2018). Vermeulen, Robert ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:586.

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2018International Investment Patterns: the Case of German Sectors. (2018). Velic, Adnan ; Galstyan, Vahagn. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:3:d:10.1007_s11079-018-9483-2.

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2018Currency matters: Analyzing international bond portfolios. (2018). Burger, John ; Warnock, Veronica Cacdac. In: Journal of International Economics. RePEc:eee:inecon:v:114:y:2018:i:c:p:376-388.

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2018International Currencies and Capital Allocation. (2018). Maggiori, Matteo ; Schreger, Jesse ; Neiman, Brent. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12973.

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2018The impact of sovereign debt ratings on euro area cross-border holdings of euro area sovereign debt. (2018). Vermeulen, Robert ; de Haan, Leo. In: DNB Working Papers. RePEc:dnb:dnbwpp:620.

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2018Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis. (2018). Mohapatra, Sanket ; Gopalakrishnan, Balagopal. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:94-109.

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2018Equity SRI funds vacillate between ethics and money: An analysis of the funds’ stock holding decisions. (2018). Joliet, Robert ; Titova, Yulia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:70-86.

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2018The Impact of Government Subsidies on Private R&D and Firm Performance: Does Ownership Matter in China’s Manufacturing Industry?. (2018). Jin, Zhenji ; Xu, Jian ; Shang, Yue. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2205-:d:154916.

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2018Can Political Connections Of Independent Directors Improve Firm Perfomance? Evidence Of Chinese Listed Manufacturing Companies Over 2008 - 2013. (2018). Zhang, Changzheng ; Guo, Qian. In: Malaysian E Commerce Journal (MECJ). RePEc:zib:zbmecj:v:2:y:2018:i:2:p:5-12.

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2018A spatial-temporal analysis of financial literacy in United States of America. (2018). Peng, Geng ; Zhu, Lei ; Tang, Changan ; Liao, Kaicheng ; Lu, Wenyi ; Liu, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:56-62.

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2018Acquiring organizational capital. (2018). Li, Peixin ; Zhang, Zilong ; Wang, Baolian. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:30-35.

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2018Structural changes and out-of-sample prediction of realized range-based variance in the stock market. (2018). Lin, Boqiang ; Gong, XU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:494:y:2018:i:c:p:27-39.

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2018Sustainable Energy Consumption in Northeast Asia: A Case from China’s Fuel Oil Futures Market. (2018). Zhang, Chi ; Zhou, Qin ; Pu, Zhengning. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:1:p:261-:d:127843.

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2018The relationship among China’s fuel oil spot, futures and stock markets. (2018). Ping, LI ; Qingchao, Zeng ; Tianna, Yang ; Ziyi, Zhang. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:151-162.

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2018What drives natural gas prices in the United States? – A directed acyclic graph approach. (2018). Ji, Qiang ; Geng, Jiang-Bo ; Zhang, Hai-Ying . In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:79-88.

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2018Predicting US inflation: Evidence from a new approach. (2018). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:134-158.

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2018Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-16.

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2018Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model. (2018). Ji, Qiang ; Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:14-27.

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2018High-frequency volatility connectedness between the US crude oil market and Chinas agricultural commodity markets. (2018). Luo, Jiawen ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:424-438.

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2018The Dual Threshold Limit of Financing and Formal Credit Availability with Chinese Rural Households: An Investigation Based on a Large Scale Survey. (2018). Qin, Long ; Li, Qinghai ; Ren, Ruoen. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3577-:d:174140.

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2018Big data, computational science, economics, finance, marketing, management, and psychology: connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1805.

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2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105878.

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2018Why did Warrant Markets Close in China but not Taiwan?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, Feng-Tse. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180051.

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2018Why did Warrant Markets Close in China but not Taiwan?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, F.-T., ; Wong, W.-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:107291.

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2018Why Are Warrant Markets Sustained in Taiwan but Not in China?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, Feng-Tse. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3748-:d:176380.

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2018Is wine a good choice for investment?. (2018). Wong, Wing-Keung ; GUPTA, RANGAN ; Bouri, Elie ; Zhu, Zhenzhen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:171-183.

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2018TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS. (2018). Wong, Wing-Keung ; Yang, Chen-Chen ; Lu, Richard. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500112.

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2018Impacts of Financial Inclusion on Non-Performing Loans of Commercial Banks: Evidence from China. (2018). Chen, Feng-Wen ; Wang, Wei ; Feng, Yuan. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3084-:d:166573.

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2018The optimal timing of CEO compensation. (2018). Chaigneau, Pierre. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:90-94.

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2018Institutional ownership and corporate transparency in China. (2018). Liu, Ningyue ; Zhang, Xiaofei ; Cao, Yue ; Laing, Elaine. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:328-336.

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2018Non-GAAP Earnings Disclosures on the Face of the Income Statement by UK Firms: The Effect on Market Liquidity. (2018). Charitou, Andreas ; Loizides, George ; Karamanou, Irene ; Floropoulos, Nikolaos. In: The International Journal of Accounting. RePEc:eee:accoun:v:53:y:2018:i:3:p:183-202.

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2018Identifying systemic important markets from a global perspective: Using the ADCC ΔCoVaR approach with skewed-t distribution. (2018). Fang, Libing ; Qian, Yichuo ; Yu, Honghai ; Chen, Baizhu. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:137-144.

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2018Causality in the EMU sovereign bond markets. (2018). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:281-290.

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2018A simulation comparison of risk measures for portfolio optimization. (2018). Righi, Marcelo Brutti ; Borenstein, Denis. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:105-112.

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2018Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_013.

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2018Impact of the excise tax on firm R&D and performance in the medical device industry: Evidence from the Affordable Care Act. (2018). Lee, Daeyong. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:5:p:854-871.

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2018Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis. (2018). Moravcova, Michala ; Kocenda, Evzen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7239.

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2018Intraday effect of news on emerging European forex markets: An event study analysis. (2018). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:597-615.

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2018Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries. (2018). Karminsky, Alexandr ; Shchepeleva, Maria ; Stolbov, Mikhail. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:3:d:10.1057_s41294-018-0065-5.

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2018A single-stage approach for cointegration-based pairs trading. (2018). Law, K F ; Li, W K. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:177-184.

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2018Copper price determination: fundamentals versus non-fundamentals. (2018). Guzman, Juan Ignacio ; Silva, Enrique. In: Mineral Economics. RePEc:spr:minecn:v:31:y:2018:i:3:d:10.1007_s13563-017-0130-y.

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2018On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach. (2018). Shahbaz, Muhammad ; Das, Debojyoti ; Hasim, Haslifah M ; Tiwari, Aviral Kumar ; Kumar, Surya Bhushan. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:169-174.

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2018Portfolio optimization based on GARCH-EVT-Copula forecasting models. (2018). Stephan, Andreas ; Ostermark, Ralf ; Sahamkhadam, Maziar. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:497-506.

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2018Distribution specific dependence and causality between industry-level U.S. credit and stock markets. (2018). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hammoudeh, Shawkat ; Mensi, Walid ; Hussain, Syed Jawad. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:114-133.

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2018Performance of Exchange Traded Funds during the Brexit Referendum: An Event Study. (2018). Alkhatib, Akram ; Harasheh, Murad . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:64-:d:157723.

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2018The multifractal properties of Euro and Pound exchange rates and comparisons. (2018). Ning, YE ; Wang, Yiming ; Han, Chenyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:578-587.

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2018Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion. (2018). Li, Zhe ; Liu, Yong-Jun ; Zhang, Wei-Guo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:402-418.

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2018Should microfinance institutions diversify or focus? A global analysis. (2018). Zamore, Stephen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:105-119.

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2018Forecasting risk with Markov-switching GARCH models:A large-scale performance study. (2018). Ardia, David ; Catania, Leopoldo ; Boudt, Kris ; Bluteau, Keven. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:733-747.

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2018Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf430.

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2018Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1078.

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2018Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Azeez, Rasheed ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0051.

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2018Bitcoin Risk Modeling with Blockchain Graphs. (2018). Kantarcioglu, Murat ; Gel, Yulia ; Dixon, Matthew ; Akcora, Cuneyt. In: Papers. RePEc:arx:papers:1805.04698.

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2018Predicting the stock prices of G7 countries with Bitcoin prices. (2018). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0054.

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2018The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056.

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2018Forecasting gold futures market volatility using macroeconomic variables in the United States. (2018). Fang, Libing ; Xiao, Wen ; Yu, Honghai. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:249-259.

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2018Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting. (2018). Walther, Thomas ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:15.

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2018Bitcoin, gold and the US dollar – A replication and extension. (2018). Kuck, Konstantin ; Dimpfl, Thomas ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:103-110.

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2018Do Major Currency Trading Volumes Explain the Rise of Bitcoin’s Price?. (2018). Evans, Jordan ; Klein, Christopher C. In: Journal for Economic Educators. RePEc:mts:jrnlee:v:18:y:2018:i:1:p:39-45.

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2018Are demand shocks in Bitcoin contagious?. (2018). Ledziewska, Katarzyna ; Ziba, Damian. In: Working Papers. RePEc:war:wpaper:2018-17.

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2018Return, volatility and shock spillovers of Bitcoin with energy and technology companies. (2018). Symitsi, Efthymia ; Chalvatzis, Konstantinos J. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:127-130.

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2018Bitcoin technical trading with artificial neural network. (2018). Nakano, Masafumi ; Takahashi, Soichiro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:587-609.

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2018Multifractal analysis of Bitcoin market. (2018). da Silva, Antonio Carlos ; de Almeida, Eduardo Fonseca ; Maganini, Natalia Diniz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:954-967.

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2018Bitcoin risk modeling with blockchain graphs. (2018). Akcora, Cuneyt Gurcan ; Kantarcioglu, Murat ; Gel, Yulia R ; Dixon, Matthew F. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:138-142.

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2018Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?. (2018). Portugal Duarte, António ; Bação, Pedro ; Srdjan, Redzepagic ; Helder, Sebastio ; Pedro, Bao. In: Scientific Annals of Economics and Business. RePEc:vrs:aicuec:v:65:y:2018:i:2:p:97-117:n:7.

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2018Regime heteroskedasticity in Bitcoin: A comparison of Markov switching models. (2018). Chappell, Daniel. In: MPRA Paper. RePEc:pra:mprapa:90682.

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2018Analysis of the relationships between Bitcoin and exchange rate, commodities and global indexes by asymmetric causality test. (2018). Erdas, Mehmet Levent ; Caglar, Abdullah Emre. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2018:v:9:p:27-45.

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2018HERDING IN CRYPTO-CURRENCY MARKETS. (2018). Ajaz, Taufeeq ; Kumar, Anoop S. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500069.

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2018BAYESIAN SHRINKAGE ESTIMATION OF TIME-VARYING COVARIANCE MATRICES IN FINANCIAL TIME SERIES. (2018). , Amanda ; Ki, Wing. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:369-404.

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2018Facebook drives behavior of passive households in stock markets. (2018). Kanniainen, Juho ; Hussain, Abid ; Mukkamala, Raghava ; Vatrapu, Ravi ; Jussila, Jari ; Karkkainen, Hannu ; Baltakys, Kestutis ; Siikanen, Milla. In: Papers. RePEc:arx:papers:1709.07300.

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2018Benchmark Dataset for Mid-Price Forecasting of Limit Order Book Data with Machine Learning Methods. (2018). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Magris, Martin ; Ntakaris, Adamantios. In: Papers. RePEc:arx:papers:1705.03233.

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2018Forecasting of Jump Arrivals in Stock Prices: New Attention-based Network Architecture using Limit Order Book Data. (2018). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Makinen, Milla. In: Papers. RePEc:arx:papers:1810.10845.

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2018Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH. (2018). Walther, Thomas ; Nguyen, Nam H ; Klein, Tony ; Quang, Paul Bui. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:18-:d:139768.

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2018Risk Transfer among Housing Markets in Major Cities in China. (2018). I-Chun Tsai, ; Chiang, Shu-Hen. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2386-:d:157026.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2018Cross-correlations and influence in world gold markets. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:504-512.

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2018Asymmetric and nonlinear inter-relations of US stock indices. (2018). Gkillas (Gillas), Konstantinos ; Svingou, Argyro ; Syriopoulos, Costas ; Vortelinos, Dimitrios. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-02-2017-0018.

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2018Distribution of individual status in the invisibility similarity network of new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:426-434.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Xu, Mingli ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:116-137.

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2018Cross-correlation analysis on Brazilian gasoline retail market. (2018). Ferreira, Paulo ; Moret, M A ; Murari, T B ; Pereira, E. J. A. L., ; Nascimento, A S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:550-557.

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2018A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560.

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2018The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence. (2018). Leonida, Leone ; Mallick, Sushanta K ; Benbouzid, Nadia. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:226-240.

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2018Risk Profile Indicators and Spanish Banks’ Probability of Default from a Regulatory Approach. (2018). Gomez-Fernandez, Pilar ; Partal-Urea, Antonio ; Parrado-Martinez, Purificacion . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1259-:d:142120.

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2018To follow or not to follow – An empirical analysis of the returns of actors on social trading platforms. (2018). Dorfleitner, Gregor ; Dietrich, Natalie ; Stang, Nico ; Willmertinger, Philipp ; Lung, Carina ; Fischer, Lukas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:160-171.

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2018Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework. (2018). Teglio, Andrea ; Cincotti, Silvano ; Raberto, Marco ; Lauretta, Eliana ; Mazzocchetti, Andrea. In: MPRA Paper. RePEc:pra:mprapa:89779.

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2018Does intraday technical trading have predictive power in precious metal markets?. (2018). Batten, Jonathan ; Urquhart, Andrew ; Peat, Maurice ; McGroarty, Frank ; Lucey, Brian M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:102-113.

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2018Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1824.

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2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1825.

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2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111556.

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2018Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111616.

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2018Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets. (2018). Condorelli, Stefano. In: MPRA Paper. RePEc:pra:mprapa:89888.

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2018Strike asymptotics for Laplace implied volatilities. (2018). Madan, Dilip B ; Wang, King. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:183-189.

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2018Bank lending behavior in emerging markets. (2018). Vo, Xuan Vinh. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:129-134.

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2018Integrating consumers’ motives with suppliers’ solutions to combat Shanzhai: A phenomenon beyond counterfeit. (2018). Qin, Yao ; Tan, Kang ; Stottinger, Barbara ; Song, Lei ; Shi, Linda Hui . In: Business Horizons. RePEc:eee:bushor:v:61:y:2018:i:2:p:229-237.

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2018Reorienting Finance Towards Energy Efficiency: The Case of UK Housing. (2018). Foxon, Timothy ; Bergman, Noam. In: SPRU Working Paper Series. RePEc:sru:ssewps:2018-05.

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2018Option pricing under regime switching: Integration over simplexes method. (2018). Jang, Bong-Gyu ; Tae, Hyeon-Wuk. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:301-312.

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2018VIX derivatives valuation and estimation based on closed-form series expansions. (2018). Zhao, Zhe ; Florescu, Ionu ; Cui, Zhenyu. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:02:n:s2424786318500202.

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2018A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY. (2018). Russo, Emilio ; Staino, Alessandro . In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:04:n:s0219024918500231.

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2018The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets. (2018). Fang, Libing ; Xiong, Cheng ; Yu, Honghai ; Chen, Baizhu. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:56-63.

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2018Is U.S. economic policy uncertainty priced in Chinas A-shares market? Evidence from market, industry, and individual stocks. (2018). Kutan, Ali ; Sun, Ping-Wen ; Hu, Zhijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:207-220.

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2018The Impact of Brexit on the Stock Markets of the Greater China Region. (2018). Morales, Lucia ; Andreosso-Ocallaghan, Bernadette. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:51-:d:145596.

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2018What drives economic policy uncertainty in the long and short runs: European and U.S. evidence over several decades. (2018). Saving, Jason ; Duca, John. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:128-145.

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2018The study on the tail dependence structure between the economic policy uncertainty and several financial markets. (2018). Yao, Can-Zhong ; Sun, Bo-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:245-265.

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2018The impact of uncertainty shocks on the volatility of commodity prices. (2018). Bakas, Dimitrios ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:96-111.

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2018Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan. (2018). Shahbaz, Muhammad ; Olasehinde-Williams, Godwin ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-39.pdf.

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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

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2018Oil prices, exchange rates and stock markets under uncertainty and regime-switching. (2018). Roubaud, David ; Arouri, Mohamed. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:28-33.

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2018The Impact of Economic Policy Uncertainty on US Transportation Sector Stock Returns. (2018). Riaz, Adeel ; Khan, Muhammad Asif ; Hashmi, Shujahat Haider ; Hongbing, Ouyang. In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:8:y:2018:i:4:p:163-170.

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2018The Impact of Uncertainty Shocks on the Volatility of Commodity Prices.. (2018). Bakas, Dimitrios ; Triantafyllou, Athanasios. In: Working Papers. RePEc:nbs:wpaper:2018/02.

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2018Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2018). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1051.

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2018Stock prices and geographic proximity of information: Evidence from the Ebola outbreak. (2018). Ichev, Riste ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:153-166.

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2018Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and Lead–Lag Relationship with Returns: Evidence from Pakistan. (2018). Khan, Mehwish Aziz ; Ahmad, Eatzaz. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:94-:d:192967.

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2018Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements. (2018). Suleman, Tahir ; Lau, Chi Keung ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201871.

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2018Market-Level Sports Sentiment: The case of the Romanian Frontier Stock Market. (2018). Anghel, Dan Gabriel. In: The Review of Finance and Banking. RePEc:rfb:journl:v:10:y:2018:i:2:p:095-0108.

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2018Internal control weakness, investment and firm valuation. (2018). Jacoby, Gady ; Zheng, Steven Xiaofan ; Li, Tianze. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:165-171.

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2018Revisiting the Finance-Inequality Nexus in a Panel of African Countries. (2018). Asongu, Simplice ; Meniago, Christelle. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/014.

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2018Revisiting the Finance-Inequality Nexus in a Panel of African Countries. (2018). Asongu, Simplice ; Meniago, Christelle. In: AFEA Working Papers. RePEc:afe:wpaper:18/012.

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2018Revisiting the Finance-Inequality Nexus in a Panel of African Countries. (2018). Asongu, Simplice ; Meniago, Christelle. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/014.

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2018Bitcoin price and its marginal cost of production: support for a fundamental value. (2018). Hayes, Adam. In: Papers. RePEc:arx:papers:1805.07610.

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2018Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250.

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2018CRYPTO‐CURRENCIES – AN INTRODUCTION TO NOT‐SO‐FUNNY MONEYS. (2018). Smith, Christie ; Kumar, Aaron. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:5:p:1531-1559.

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2018Managerial Compensation and Stock Price Manipulation. (2018). Schroth, Josef. In: Journal of Accounting Research. RePEc:bla:joares:v:56:y:2018:i:5:p:1335-1381.

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2018La inclusión financiera en Sincelejo (Colombia). Un modelo econométrico probit.. (2018). Anaya, Alfredo R ; Romero, Yaneth Patricia. In: REVISTA ECOS DE ECONOMÍA. RePEc:col:000442:016366.

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2018Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Azeez, Rasheed ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0051.

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2018Predicting the stock prices of G7 countries with Bitcoin prices. (2018). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0054.

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2018The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056.

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2018Revisiting The Finance-Inequality Nexus in a Panel of African Countries. (2018). Asongu, Simplice ; Meniago, Christelle. In: Working Papers 1. RePEc:dbn:wps208:3001.

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2018European quanto option pricing in presence of liquidity risk. (2018). Li, Zhe ; Liu, Yong-Jun ; Zhang, Wei-Guo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:230-244.

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2018What causes the attention of Bitcoin?. (2018). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:40-44.

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2018How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets. (2018). Dyhrberg, Anne H ; Svec, Jiri ; Foley, Sean. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:140-143.

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2018The impact of Tether grants on Bitcoin. (2018). Wei, Wang Chun. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:19-22.

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2018Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?. (2018). Fry, John. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:225-229.

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2018Optimal vs naïve diversification in cryptocurrencies. (2018). Platanakis, Emmanouil ; Urquhart, Andrew ; Sutcliffe, Charles. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:93-96.

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2018Bitcoin Futures—What use are they?. (2018). Corbet, Shaen ; Vigne, Samuel ; Peat, Maurice ; Lucey, Brian. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:23-27.

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2018Volatility and return jumps in bitcoin. (2018). Laurini, Márcio ; Chaim, Pedro. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:158-163.

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2018A new approach to financial integration and market income inequality. (2018). Inekwe, John ; Valenzuela, Maria Rebecca ; Jin, YI. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:134-147.

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2018Analyzing volatility transmission using group transfer entropy. (2018). Dimpfl, Thomas ; Peter, Franziska J. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:368-376.

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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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2018Analysis of the international propagation of contagion between oil and stock markets. (2018). Zhang, Guofu ; Liu, Wei. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pa:p:469-486.

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2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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2018Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284.

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2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation. (2018). Gözgör, Giray ; Demir, Ender ; Vigne, Samuel A ; Marco, Chi Keung ; Gozgor, Giray . In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:145-149.

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2018Safety promise, moral hazard and financial supervision: Evidence from peer-to-peer lending. (2018). Zhu, Zongyuan. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:1-5.

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2018Bayesian change point analysis of Bitcoin returns. (2018). Thies, Sven ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:223-227.

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2018Semi-strong efficiency of Bitcoin. (2018). Ibáñez, Ana ; Ibaez, Ana ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:259-265.

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2018Accounting discretion and executive cash compensation: An empirical investigation of corporate governance, credit ratings and firm value. (2018). Iatridis, George Emmanuel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:29-49.

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2018Partisan conflict, policy uncertainty and aggregate corporate cash holdings. (2018). Hankins, William ; Stone, Anna-Leigh ; Chiu, Ching-Wai ; Jack, Chak Hung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:78-90.

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2018Whether the fluctuation of China’s financial markets have impact on global commodity prices?. (2018). Liao, Jia ; Xu, Xiangyun ; Qian, QI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1030-1040.

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2018Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data. (2018). GUPTA, RANGAN ; Charfeddine, Lanouar ; Aye, Goodness C ; ben Khediri, Karim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:632-647.

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2018Quantifying the cross-correlations between online searches and Bitcoin market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:657-672.

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2018Oil prices and unemployment in the UK before and after the crisis: A Bayesian VAR approach. A note. (2018). Ordóñez, Javier ; Cuestas, Juan ; Ordoez, Javier. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:200-207.

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2018The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:658-670.

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2018Revisiting the finance-inequality nexus in a panel of African countries. (2018). Asongu, Simplice ; Meniago, Christelle. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:399-419.

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2018Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets. (2018). Vo, Duc ; McAleer, Michael ; Van, L. T.-H., . In: Econometric Institute Research Papers. RePEc:ems:eureir:113132.

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2018An Analysis of Bitcoin’s Price Dynamics. (2018). Kjarland, Frode ; Oust, Are ; Krogstad, Erlend A ; Khazal, Aras. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:63-:d:175742.

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2018Are There Any Volatility Spill-Over Effects among Cryptocurrencies and Widely Traded Asset Classes?. (2018). Trabelsi, Nader. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:66-:d:177661.

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2018China’s Outward FDI in Indonesia: Spatial Patterns and Determinants. (2018). Fu, YU ; Wang, Tao ; Supriyadi, Agus. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4632-:d:188376.

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2018Is the Development of China’s Financial Inclusion Sustainable? Evidence from a Perspective of Balance. (2018). Zhu, Bao ; He, Jing ; Zhai, Shiting. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1200-:d:141288.

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2018Impacts of Financial Inclusion on Non-Performing Loans of Commercial Banks: Evidence from China. (2018). Chen, Feng-Wen ; Wang, Wei ; Feng, Yuan. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3084-:d:166573.

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2018A Systematic Review of Smart Real Estate Technology: Drivers of, and Barriers to, the Use of Digital Disruptive Technologies and Online Platforms. (2018). Ullah, Fahim ; Wang, Changxin . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3142-:d:167479.

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2018A High-Frequency Analysis of Bitcoin Markets. (2018). Theissen, Erik ; Mestel, Roland ; Riordan, Ryan ; Brauneis, Alexander. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2018-06.

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2018Analysis of the relationships between Bitcoin and exchange rate, commodities and global indexes by asymmetric causality test. (2018). Erdas, Mehmet Levent ; Caglar, Abdullah Emre. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2018:v:9:p:27-45.

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2018The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market. (2018). Sakemoto, Ryuta. In: Economics and Business Letters. RePEc:ove:journl:aid:12565.

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2017Bitcoin as digital money: Its growth and future sustainability. (2017). Sahoo, Pradipta Kumar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:53-64.

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2017Bank lending technologies and credit availability in Europe. What can we learn from the crisis?. (2017). Peruzzi, Valentina ; Murro, Pierluigi ; Ferri, Giovanni ; Rotondi, Zeno. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:135.

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2017Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1703.00308.

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2017Exploring the determinants of Bitcoins price: an application of Bayesian Structural Time Series. (2017). Poyser, Obryan. In: Papers. RePEc:arx:papers:1706.01437.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284.

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2017Modeling the price of Bitcoin with geometric fractional Brownian motion: a Monte Carlo approach. (2017). Tarnopolski, Mariusz . In: Papers. RePEc:arx:papers:1707.03746.

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2017Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.07977.

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2017Value-at-Risk and Expected Shortfall for the major digital currencies. (2017). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:1708.09343.

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2017The inefficiency of Bitcoin revisited: a dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:1709.08090.

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2017Long-range Auto-correlations in Limit Order Book Markets: Inter- and Cross-event Analysis. (2017). Kanniainen, Juho ; Rasanen, Esa ; Kim, Jiyeong ; Magris, Martin. In: Papers. RePEc:arx:papers:1711.03534.

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2017Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009.

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2017Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85.

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2017Stability and Economic Performance of the Inflation-Targeting Policy Facing the Crisis. (2017). Aguir, Abdelkader. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-53.

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2017The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis. (2017). Todorova, Neda. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:221-230.

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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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2017What drives the sensitivity of limit order books to company announcement arrivals?. (2017). Siikanen, Milla ; Luoma, Arto ; Kanniainen, Juho. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:65-68.

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2017The inefficiency of Bitcoin revisited: A dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:1-4.

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2017Economic policy uncertainty and cash holdings: Evidence from BRIC countries. (2017). Demir, Ender ; Ersan, Oguz. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:189-200.

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2017Forecasting the good and bad uncertainties of crude oil prices using a HAR framework. (2017). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:315-327.

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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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2017Oil and stock market momentum. (2017). Demirer, Riza ; Cheng, Chiao-Ming . In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:151-159.

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2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test. (2017). Balcilar, Mehmet ; Babalos, Vassilios. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:126-131.

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2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Assaf, Ata ; Jammazi, Rania. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:23-30.

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2017Dynamic correlation of precious metals and flight-to-quality in developed markets. (2017). Klein, Tony. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:283-290.

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2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95.

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2017Can investors gain from investing in certain sectors?. (2017). Narayan, Seema ; Ahmed, Huson Ali . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:160-177.

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2017Volatility of commodity futures prices and market-implied inflation expectations. (2017). Orlowski, Lucjan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:133-141.

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2017The synchronized and exceptional price performance of oil and gold: Explanations and prospects. (2017). Aguilera, Roberto F ; Radetzki, Marian. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:81-87.

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2017The impact of mergers and acquisitions on shareholders wealth in the logistics service industry. (2017). Tielmann, Artur ; Ries, Jorg M ; Kiesel, Florian. In: International Journal of Production Economics. RePEc:eee:proeco:v:193:y:2017:i:c:p:781-797.

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2017Reprint of “The impact of mergers and acquisitions on shareholders wealth in the logistics service industry”. (2017). Kiesel, Florian ; Tielmann, Artur ; Ries, Jorg M. In: International Journal of Production Economics. RePEc:eee:proeco:v:194:y:2017:i:c:p:261-277.

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2017True or spurious long memory in European non-EMU currencies. (2017). Walther, Thomas ; Piontek, Krzysztof ; Thu, Hien Pham ; Klein, Tony. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:217-230.

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2017Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly. (2017). Wong, Wing-Keung ; Guo, Xu ; Jiang, Xuejun. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:4:p:38-:d:115667.

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2017Bubbles, Blind-Spots and Brexit. (2017). Fry, John ; Brint, Andrew. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:37-:d:105098.

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2017Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01480031.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). bouoiyour, jamal ; Selmi, Refk. In: Working Papers. RePEc:hal:wpaper:hal-01548710.

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2017Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01567277.

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2017Pénzügyi hálózatok mag-periféria szerkezete. A magyar bankközi fedezetlen hitelek piaca, 2003-2012. (2017). Dömötör, Barbara ; Berlinger, Edina ; Vadasz, Tamas ; Daroczi, Gergely ; Domotor, Barbara. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1734.

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2017Does family ownership structure affect investment-cash flow sensitivity? Evidence from Italian SMEs. (2017). Peruzzi, Valentina. In: CERBE Working Papers. RePEc:lsa:wpaper:wpc16.

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2017Family firms and access to credit. Is family ownership beneficial?. (2017). Peruzzi, Valentina ; Murro, Pierluigi. In: CERBE Working Papers. RePEc:lsa:wpaper:wpc23.

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2017Fiscal Rules. (2017). Tóth, Csaba ; Berta, David. In: MNB Handbook. RePEc:mnb:handbk:v:2:y:2017:i:14:p:60.

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2017Discerning lead-lag between fear index and realized volatility. (2017). Masih, Abul ; Wahab, Fatin Farhana . In: MPRA Paper. RePEc:pra:mprapa:79433.

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2017Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches. (2017). Masih, Abul ; Lim, Siok Jin. In: MPRA Paper. RePEc:pra:mprapa:79752.

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2017Own or inherited? The effect of national fiscal rules after changes of government. (2017). Tóth, Csaba. In: MPRA Paper. RePEc:pra:mprapa:81178.

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2017The Impact of Brexit on Islamic Stock Markets Employing MGARCH-DCC and Wavelet Correlation Analysis. (2017). Masih, Mansur ; Cikiryel, Burak. In: MPRA Paper. RePEc:pra:mprapa:95681.

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2017Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach. (2017). Roubaud, David ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201729.

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2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles. (2017). Wang, Shixuan ; Roubaud, David ; Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201750.

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2017Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices. (2017). Shahbaz, Muhammad ; GUPTA, RANGAN ; Bouri, Elie ; Lahiani, Amine. In: Working Papers. RePEc:pre:wpaper:201760.

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2017Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks. (2017). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201767.

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2017The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions. (2017). Suleman, Tahir ; GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201774.

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2017Financial and Housing Wealth Effects on Private Consumption: The Case of Greece. (2017). Tsouma, Ekaterini ; Athanassiou, Ersi. In: South-Eastern Europe Journal of Economics. RePEc:seb:journl:v:15:y:2017:i:1:p:63-86.

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2016Hysteresis and Duration Dependence of Financial Crises in the US: Evidence from 1871-2016. (2016). Menezes, Rui ; Bentes, Sonia . In: Papers. RePEc:arx:papers:1610.00259.

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2016Non-performing loans in the euro area: are core-periphery banking markets fragmented?. (2016). Tsionas, Mike ; Louri, Helen ; Anastasiou, Dimitrios. In: Working Papers. RePEc:bog:wpaper:219.

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2016Dependency analysis between Bitcoin and selected global currencies. (2016). Szetela, Beata ; Gedek, Stanislaw ; Mentel, Grzegorz . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:133-144.

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2016International investment positions revisited: Investor heterogeneity and individual security characteristics. (2016). Vermeulen, Robert ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:531.

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2016Gold and silver manipulation: What can be empirically verified?. (2016). Batten, Jonathan ; Lucey, Brian M ; Peat, Maurice. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:168-176.

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2016International sign predictability of stock returns: The role of the United States. (2016). Pönkä, Harri ; Nyberg, Henri ; Ponka, Harri . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:323-338.

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2016On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

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2016The inefficiency of Bitcoin. (2016). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:80-82.

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2016Impact of terrorist attacks on stock market volatility in emerging markets. (2016). Nechi, Salem ; Mnasri, Ayman. In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:184-202.

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2016Alternative investments in emerging markets: A review and new trends. (2016). Cumming, Douglas ; Zhang, Yelin. In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:1-23.

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2016The impact of the French securities transaction tax on market liquidity and volatility. (2016). Havrylchyk, Olena ; CAPELLE-BLANCARD, Gunther. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:166-178.

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2016Are stock markets really efficient? Evidence of the adaptive market hypothesis. (2016). Urquhart, Andrew ; McGroarty, Frank. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:39-49.

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2016Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Apergis, Nicholas ; Yarovaya, Larisa ; Keung, Marco Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:50-59.

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2016Identifying portfolio-based systematic risk factors in equity markets. (2016). Grobys, Klaus ; Haga, Jesper. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:88-92.

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2016The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market. (2016). Luo, Xingguo ; Ye, Zinan ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:105-111.

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2016Almost stochastic dominance for risk averters and risk seeker. (2016). Wong, Wing-Keung ; Guo, Xu ; Zhu, Lixing. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:15-21.

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2016Dynamic spillovers between Shanghai and London nonferrous metal futures markets. (2016). Yoon, Seong-Min ; Kang, Sang Hoon. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:181-188.

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2016Integral representation of vega for American put options. (2016). Zhang, Ning ; Liu, Yanchu ; Cui, Zhenyu. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:204-208.

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2016On the weight sign of the global minimum variance portfolio. (2016). Chiu, Wan-Yi ; Jiang, Ching-Hai. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:241-246.

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2016How do Chinas oil markets affect other commodity markets both domestically and internationally?. (2016). Ji, Qiang ; Fan, Ying. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:247-254.

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2016The risk in capital controls. (2016). Gkillas (Gillas), Konstantinos ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:261-266.

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2016Debt-threshold effect in sovereign credit ratings: New evidence from nonlinear panel smooth transition models. (2016). Ben Cheikh, Nidhaleddine ; ben Hmiden, Oussama . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:273-278.

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2016Pricing vulnerable options with stochastic default barriers. (2016). Wang, Xingchun. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:305-313.

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2016Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets. (2016). Lau, Chi Keung ; Gözgör, Giray ; Bilgin, Mehmet ; Gozgor, Giray ; Marco, Chi Keung. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:35-45.

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2016Are UK industries resilient in dealing with uncertainty? The case of Brexit. (2016). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01880322.

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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena. In: Working Papers. RePEc:pre:wpaper:201656.

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2016Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Bonato, Matteo ; Apergis, Nicholas ; Kyei, Clement. In: Working Papers. RePEc:pre:wpaper:201671.

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2016Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach. (2016). Suleman, Tahir ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201675.

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2016The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach. (2016). Wohar, Mark ; Muteba Mwamba, John Weirstrasd ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201686.

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2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions. (2016). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201690.

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2016The Relation between Return and Volatility in ETFs Traded in Borsa Istanbul: Is there any Difference between Islamic and Conventional ETFs?. (2016). Hassan, M. Kabir ; Kayhana, Selim ; Bayatb, Tayfur . In: Islamic Economic Studies. RePEc:ris:isecst:0157.

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2016Are UK industries resilient in dealing with uncertainty? The case of Brexit. (2016). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:tac:wpaper:2016-2017_3.

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2016On the relationship among efficiency, capitalization and risk: does management matter in local banking market?. (2016). Zotti, Roberto ; Barra, Cristian ; Bimonte, Giovanna . In: Applied Economics. RePEc:taf:applec:v:48:y:2016:i:41:p:3912-3934.

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Recent citations received in 2015
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2015Minimizing Lifetime Poverty with a Penalty for Bankruptcy. (2015). Cohen, Asaf ; Young, Virginia R. In: Papers. RePEc:arx:papers:1509.01694.

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2015Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. (2015). Zhenzhen, Zhu ; Wong, Wing-Keung ; HOANG, Thi Hong Van ; Zhu, Zhenzhen. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:200-211.

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2015Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets. (2015). Changqing, Luo ; Yan, Xu ; Cong, YU ; Chi, Xie . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:657-671.

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2015A comparison of the convenience yield and interest-adjusted basis. (2015). Fouquau, Julien ; Six, Pierre. In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:142-149.

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2015How integrated is the European carbon derivatives market?. (2015). PETITJEAN, Mikael ; Mazza, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:18-30.

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2015Credit contagion and competitive effects of bond rating downgrades along the supply chain. (2015). Tsai, Feng-Tse ; Hung, Mao-Wei ; Chang, Jung-Hsien . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:232-238.

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2015Granger causality and systemic risk. (2015). Balboa, Marina ; Rubia, Antonio ; Lopez-Espinosa, German. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:49-58.

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2015Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?. (2015). Luo, Xingguo ; Ye, Zinan . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:68-77.

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2015Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105.

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2015On minimizing drawdown risks of lifetime investments. (2015). Chen, Xinfu ; Li, Dongchen ; Landriault, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:65:y:2015:i:c:p:46-54.

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2015The scope of international mutual fund outsourcing: Fees, performance and risks. (2015). Cumming, Douglas ; Zhan, Feng ; Schwienbacher, Armin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:185-199.

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2015Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?. (2015). . In: European Journal of Economic and Political Studies. RePEc:fat:fejeps:ejeps0130.

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2015Predicting Recessions With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Döpke, Jörg ; Dopke, Jorg. In: Working Papers. RePEc:gwc:wpaper:2015-004.

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2015Do Asymmetric Information and Ownership Structure Matter for Dividend Payout Decisions? Evidence from European Banks. (2015). Meslier Crouzille, Celine ; Lepetit, Laetitia ; Wardhana, Leo Indra. In: Working Papers. RePEc:hal:wpaper:hal-01186722.

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2015Predicting Recessions in Germany With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Döpke, Jörg ; Dopke, Jorg. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201505.

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2015Analysis of Factors Affecting the Stability of Cooperative Banks in the Post-Crisis Period (Analiza czynnikow wplywajacych na stabilnosc bankow spoldzielczych w okresie pokryzysowym). (2015). Kil, Krzysztof ; Miklaszewska, Ewa . In: Problemy Zarzadzania. RePEc:sgm:pzwzuw:v:13:i:55:y:2015:p:97-119.

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2015Bank Risk Proxies and the Crisis of 2007/09: A Comparison. (2015). Tonzer, Lena ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-13-15.

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2015Global Imbalances and Bank Risk-Taking. (2015). Dinger, Valeriya ; Te, Daniel Marcel. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112866.

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